I've been shaving for.. probably getting on for 10 years. And I've really only just got to a point where I can say i shave properly. Up until recently, my neck would get a lot of nicks and cuts, not from me using the razor funny, just that I must be really sensitive round there. The result is like trying to cross a mine field with a steam roller.
Not any more though. My advice (and most of it has probably been said already but nevermind): Use a sharp blade, at least two of them (Sensor excel, Mach 3 etc). I shave before I shower (in case of cuts and what not, it's easier to shower with cuts because they'll close up while you're showering. Finishing washing on your neck and face and you'll avoid any blood on you clothes
) but YMMV. Hot water on the face and then apply shaving foam. The most important part is short, light strokes. Press too hard - cuts. Drag the razor for too long - cuts. I usually drag the blade for a few centimetres - when i remove the razor, it leaves a square in the foam on my face.
I shave with the grain though for a while, I went up when doing my neck. This is because when my stubble is short it feels like the grain is going up (in some parts). So if you want to go with the grain, spend some time finding out what way the grain goes - with the grain means it's somewhat smooth to run you fingers over it, against it means you can feel inidividual hairs.
Start on the cheeks, move onto the neck and do the chin/upper lip last. If you're not smooth enough, it might be best to apply a little bit more foam before going back over it again. I just wet it a little bit and give it a quick going over. If you're going to have to take your time, aply more foam/gel whatever.
Just take your time and experiment, shaving is different for everybody, ask 5 people how to shave, you'll get 5 different answers, try different things and see what works best for you.
PS. Possibly my best shave was when I had grown a beard over easter. It took a *long* time but I was smooth and cut free. I'm convinced this was because simply putting the blade to my face meant washing out the hair I'd "shaved" off (note: yes, I had trimmed my beard with scissors!)
PPS. Anyone else wondering how many people got the "Go with the grain" from Lethal Weapon 2?